Large USB drives are becoming very commonplace 8GB, 16GB, 32GB, 64GB etc. One thing to watch out for with these larger drives is that they may have defects or if you happen to get one at a very good price, it may turn out to be fake.
One of the first things you should do is to perform what is known as burn in testing — filling up the drive to its capacity and then verifying that the data stores correctly. Its a good idea to do this before you go and put all your valuable data on it!
Two programs I have personally used and recommend are:
The links above take you to sites that give you more information about how to use these programs. One very important thing to remember is that these programs will delete any data on the drives while testing them so make sure you get your important information off your drive before you start!